ECBOT 30 Year Treasury Bond Future September 2014

Trading Metrics calculated at close of trading on 05-May-2014

Day Change Summary
	Previous	Current
	02-May-2014	05-May-2014	Change	Change %	Previous Week
Open	134-26	135-11	0-17	0.4%	134-03
High	135-23	135-23	0-00	0.0%	135-23
Low	133-23	134-28	1-05	0.9%	133-02
Close	135-13	134-30	-0-15	-0.3%	135-13
Range	2-00	0-27	-1-05	-57.8%	2-21
ATR	0-26	0-26	0-00	0.3%	0-00
Volume	1,517	3,020	1,503	99.1%	3,995

Daily Pivots for day following 05-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	137-23	137-05	135-13
R3	136-28	136-10	135-05
R2	136-01	136-01	135-03
R1	135-15	135-15	135-00	135-10
PP	135-06	135-06	135-06	135-03
S1	134-20	134-20	134-28	134-16
S2	134-11	134-11	134-25
S3	133-16	133-25	134-23
S4	132-21	132-30	134-15

Weekly Pivots for week ending 02-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	142-22	141-23	136-28
R3	140-01	139-02	136-04
R2	137-12	137-12	135-29
R1	136-13	136-13	135-21	136-28
PP	134-23	134-23	134-23	134-31
S1	133-24	133-24	135-05	134-08
S2	132-02	132-02	134-29
S3	129-13	131-03	134-22
S4	126-24	128-14	133-30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	135-23	133-02	2-21	2.0%	1-03	0.8%	71%	True	False	1,338
10	135-23	132-24	2-31	2.2%	0-26	0.6%	74%	True	False	843
20	135-23	132-11	3-12	2.5%	0-23	0.5%	77%	True	False	482
40	135-23	129-30	5-25	4.3%	0-14	0.3%	86%	True	False	246

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-07
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	139-10
2.618	137-30
1.618	137-03
1.000	136-18
0.618	136-08
HIGH	135-23
0.618	135-13
0.500	135-10
0.382	135-06
LOW	134-28
0.618	134-11
1.000	134-01
1.618	133-16
2.618	132-21
4.250	131-09

Fisher Pivots for day following 05-May-2014
Pivot	1 day	3 day
R1	135-10	134-28
PP	135-06	134-25
S1	135-02	134-23

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These figures are updated between 7pm and 10pm EST after a trading day.

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